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Gaussian product inequalities for absolute raw moments

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  • Ogasawara, Haruhiko

Abstract

Gaussian product inequalities (GPIs) for absolute raw moments of real-valued orders are shown, where the orders include negative signs and mixed ones (positive and negative). The GPIs are for structural correlation matrices with a single parameter showing compound symmetric and autoregressive patterns with a non-zero common mean in each model. In the bivariate case, we have an extended so-called opposite GPI for the absolute raw moments. The GPIs are obtained by a known series formula of the Gaussian product absolute raw moments.

Suggested Citation

  • Ogasawara, Haruhiko, 2026. "Gaussian product inequalities for absolute raw moments," Statistics & Probability Letters, Elsevier, vol. 227(C).
    • Handle: RePEc:eee:stapro:v:227:y:2026:i:c:s016771522500197x
    DOI: 10.1016/j.spl.2025.110552
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    References listed on IDEAS

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    1. Wenbo V. Li & Ang Wei, 2012. "A Gaussian Inequality for Expected Absolute Products," Journal of Theoretical Probability, Springer, vol. 25(1), pages 92-99, March.
    2. Ang Wei, 2014. "Representations of the Absolute Value Function and Applications in Gaussian Estimates," Journal of Theoretical Probability, Springer, vol. 27(4), pages 1059-1070, December.
    3. Ogasawara, Haruhiko, 2021. "A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation," Journal of Multivariate Analysis, Elsevier, vol. 183(C).
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